Shuping Shi

Macquarie University

Australia

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Articles (13)

Year:

2024

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2024

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2024

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2023

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2023

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2023

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2022

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2022

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2022

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2022

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2020

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2020

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2020

Collaborators (3)

Peter C B Phillips

Sterling Professor Emeritus

Yale University

UNITED STATES

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David Tan

Associate Professor

University of Wollongong

AUSTRALIA

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Ben Wang

Macquarie University

AUSTRALIA

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Shuping Shi

Research Interests

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Articles (13)

Realized drift

Fractional gaussian noise

Fractional stochastic volatility model

Diagnosing housing fever with an econometric thermometer

Volatility Puzzle: Long Memory or Antipersistency

Housing fever in Australia 2020–23

Housing networks and driving forces

Gold as a financial instrument

Unit root test with high-frequency data

Common bubble detection in large dimensional financial systems

Australian housing market booms

Volatility estimation and jump detection for drift–diffusion processes

Causal change detection in possibly integrated systems

Collaborators (3)

Peter C B Phillips

David Tan

Ben Wang

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